Magento - loading external php scripts inside controller

Any time I want to load an external library from inside a class conforming to the Magento module approach. I am always faced with the following error:

require_once(): Failed opening required 'http://example.com/HTML2PDF/tcpdf.php'

Despite that the URL is correct. For example:

class Foo_Bar_AccountController extends Mage_Customer_AccountController 
{
    public function whatever() {
        require_once(Mage::getBaseUrl() . 'HTML2PDF/tcpdf.php');
    }
}

Can anyone help understand why I cannot include files this way?